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authorGravatar Antonio Sanchez <cantonios@google.com>2021-03-25 11:08:19 +0000
committerGravatar Antonio Sanchez <cantonios@google.com>2021-04-05 11:19:09 -0700
commit90187a33e141cb8a93953815e8948357350881df (patch)
tree30029f46bfe5b2be73ad55affd7a9ea9131723e6 /test
parent3ddc0974ce42d7cdd9161dda2a9558d6800d12c8 (diff)
Fix SelfAdjoingEigenSolver (#2191)
Adjust the relaxation step to use the condition ``` abs(subdiag[i]) <= epsilon * sqrt(abs(diag[i]) + abs(diag[i+1])) ``` for setting the subdiagonal entry to zero. Also adjust Wilkinson shift for small `e = subdiag[end-1]` - I couldn't find a reference for the original, and it was not consistent with the Wilkinson definition. Fixes #2191.
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